If time is the issue, I'd use Digikey: they usually ship same day, and even UPS ground is pretty fast from them. I'm sure they have 2-3 UPS trailers parked there all day. Mouser is often as fast.
If time is not the problem, but shipping cost is, use Futurlec. $4 minimum shipping, but it comes from Thailand, so it takes a couple weeks. Futurlec usually has very low prices and a very reasonable range of components, although not anywhere near what Digikey stocks. If you want common components, and you can wait, Futurlec is going to be a lot cheaper.
If you really want East Coast, there aren't any really full line distributors. Newark is in Illinois, Allied and Mouser are in Texas, and of course, Digikey is in Thief River Falls, MN.